-12.1%
COMP vs VEU
+48.7%
-60.7%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.3% | -0.3% |
| 7D | +8.9% | +2.4% | +6.5% | +3.9% |
| 30D | +14.0% | -2.0% | +16.0% | +19.7% |
| 3M | -21.1% | -5.1% | -16.0% | -11.2% |
| 6M | +20.1% | -0.7% | +20.8% | +21.9% |
| YTD | -5.0% | +11.0% | -16.0% | -23.8% |
| 1Y | +5.7% | +12.4% | -6.7% | -17.9% |
| 3Y | +412.2% | +69.8% | +342.5% | +38.3% |
| 5Y | -12.1% | +48.2% | -60.3% | -64.7% |
| All | -12.1% | +48.7% | -60.7% | -64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VEU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling